I don't know if the issue is identity as much as it is the cost of making the decision. All of those things are difficult to change. It's sort of like the sunk cost fallacy.
When having sensitive conversations I think it's important to consider how much it would cost someone to shift their belief.
Mormonism is not hard to change, it takes 5 minutes to install, all the hardware is supported, and I never had any problem with it. Plus I lost weight.
I think you can generalize it about any information that would shatter your identity.
It's the reason some people will tell you Arch Linux worked perfectly on their machine despite having plenty of problems.
The reason why people adopting a religion, a diet or new sexuality will probably not tell you if they are unhappy about the consequences.
Graham did say we should keep our identity small: https://paulgraham.com/identity.html